An efficient estimator for Gibbs random fields
Kybernetika, Tome 50 (2014) no. 6, pp. 883-895
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
An efficient estimator for the expectation $\int f \d P$ is constructed, where $P$ is a Gibbs random field, and $f$ is a local statistic, i. e. a functional depending on a finite number of coordinates. The estimator coincides with the empirical estimator under the conditions stated in Greenwood and Wefelmeyer [6], and covers the known special cases, namely the von Mises statistic for the i.i.d. underlying fields and the case of one-dimensional Markov chains.
DOI :
10.14736/kyb-2014-6-0883
Classification :
62F12, 62M40
Keywords: Gibbs random field; efficient estimator; empirical estimator
Keywords: Gibbs random field; efficient estimator; empirical estimator
@article{10_14736_kyb_2014_6_0883,
author = {Jan\v{z}ura, Martin},
title = {An efficient estimator for {Gibbs} random fields},
journal = {Kybernetika},
pages = {883--895},
publisher = {mathdoc},
volume = {50},
number = {6},
year = {2014},
doi = {10.14736/kyb-2014-6-0883},
mrnumber = {3301777},
zbl = {06416865},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2014-6-0883/}
}
Janžura, Martin. An efficient estimator for Gibbs random fields. Kybernetika, Tome 50 (2014) no. 6, pp. 883-895. doi: 10.14736/kyb-2014-6-0883
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